How to create a vector where the first element has a different formula to the rest of the vector?
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Siddhant Shivram
on 14 Apr 2017
Edited: Nirav Sharda
on 19 Apr 2017
I have MXINret which is a 260-row vector with one stock index's returns for 260 consecutive trading days. I want to create a vector MXINcum which will find cumulative returns using MXINret. This is easy enough and will use the MATLAB-equivalent of the standard (1+x2)*(1+y1)-1 formula where x2 is the daily return for a certain day and y1 is the cumulative return for the previous day. However, I want the first element of my MXINcum matrix to simply copy the first element of the MXINret matrix. How do I do this? Using a if function (with/without a for loop) or is there a simpler way to do this?
Many thanks for your help ! This is my first question here so apologies if I've violated any forum customs !
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Nirav Sharda
on 19 Apr 2017
Edited: Nirav Sharda
on 19 Apr 2017
To set the first element of MXINcum to be the copy of the first element in MXINret, you can do.
MXINcum(1) = MXINret(1);
Once you have this you can do a for loop and set the other elements based on the formula. Also you can pre-allocate the vector MXINcum with zeros for speedup. I hope this helps.
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